+265.1%
MU vs BAC
-0.5%
+265.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.0% | -11.0% | -7.6% |
| 7D | -19.1% | +1.5% | -20.7% | -19.2% |
| 30D | -25.2% | -4.4% | -20.9% | -24.4% |
| 3M | -10.9% | -17.5% | +6.6% | -7.5% |
| 6M | +38.0% | -0.1% | +38.0% | +39.7% |
| YTD | +178.8% | -4.6% | +183.5% | +184.5% |
| 1Y | +265.1% | -1.5% | +266.7% | +263.5% |
| All | +265.1% | -0.5% | +265.7% | +263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling